Logarithmic-dimensional convergence of mean-field BBVI

Let BBVI denote black-box variational inference, and let the mean-field variational family be the class of variational distributions whose coordinates are independent. Under mild assumptions, the dimensional-dependence conjecture. BBVI for the mean-field variational family converges with only logarithmic dimensional dependence or no explicit dimensional dependence at all. The paper has established an O(d)\mathcal{O}\left(\sqrt{d}\right) dimension dependence for this family, while empirical results suggest that this can be improved; the precise mild assumptions and the stronger dimensional dependence remain open.

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Primary source

Kyurae Kim, Jisu Oh, Kaiwen Wu, Yi-An Ma and Jacob R. Gardner, “On the Convergence of Black-Box Variational Inference”, arXiv:2305.15349 (2024).

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